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Linear regression on network-linked observations has been an essential tool in modeling the relationship between response and covariates with additional network structures. Previous methods either lack inference tools or rely on restrictive…

Methodology · Statistics 2022-08-22 Can M. Le , Tianxi Li

Designing and analyzing model-based RL (MBRL) algorithms with guaranteed monotonic improvement has been challenging, mainly due to the interdependence between policy optimization and model learning. Existing discrepancy bounds generally…

Machine Learning · Computer Science 2023-11-09 Tianying Ji , Yu Luo , Fuchun Sun , Mingxuan Jing , Fengxiang He , Wenbing Huang

We introduce Invariant Risk Minimization (IRM), a learning paradigm to estimate invariant correlations across multiple training distributions. To achieve this goal, IRM learns a data representation such that the optimal classifier, on top…

Machine Learning · Statistics 2020-03-31 Martin Arjovsky , Léon Bottou , Ishaan Gulrajani , David Lopez-Paz

We investigate multivariate regular variation in the context of time-homogeneous Markov chains on general vector spaces and in random coefficient linear models. In the first part, we show that the regular variation of the stationary…

Probability · Mathematics 2025-10-23 Piotr Dyszewski , Tamara Mika

Posterior drift refers to changes in the relationship between responses and covariates while the distributions of the covariates remain unchanged. In this work, we explore functional linear regression under posterior drift with transfer…

Methodology · Statistics 2024-12-20 Xiaoyu Hu , Zhenhua Lin

Translating machine learning algorithms into clinical applications requires addressing challenges related to interpretability, such as accounting for the effect of confounding variables (or metadata). Confounding variables affect the…

Machine Learning · Computer Science 2022-07-12 Anthony Vento , Qingyu Zhao , Robert Paul , Kilian M. Pohl , Ehsan Adeli

Bagging is a commonly used ensemble technique in statistics and machine learning to improve the performance of prediction procedures. In this paper, we study the prediction risk of variants of bagged predictors under the proportional…

Statistics Theory · Mathematics 2023-10-26 Pratik Patil , Jin-Hong Du , Arun Kumar Kuchibhotla

In this work, we consider the notion of "criterion collapse," in which optimization of one metric implies optimality in another, with a particular focus on conditions for collapse into error probability minimizers under a wide variety of…

Machine Learning · Statistics 2024-05-22 Matthew J. Holland

Adaptive networks rely on in-network and collaborative processing among distributed agents to deliver enhanced performance in estimation and inference tasks. Information is exchanged among the nodes, usually over noisy links. The…

Optimization and Control · Mathematics 2015-06-03 Xiaochuan Zhao , Sheng-Yuan Tu , Ali H. Sayed

In this paper, we consider distributed decision-making over stochastic communication links in multi-agent systems. We show how to extend the current literature on potential games with binary log-linear learning (which mainly focuses on…

Multiagent Systems · Computer Science 2014-12-16 Arjun Muralidharan , Yuan Yan , Yasamin Mostofi

Recent interest in the external validity of prediction models (i.e., the problem of different train and test distributions, known as dataset shift) has produced many methods for finding predictive distributions that are invariant to dataset…

Machine Learning · Statistics 2022-07-20 Adarsh Subbaswamy , Bryant Chen , Suchi Saria

"Accuracy-on-the-line" is a widely observed phenomenon in machine learning, where a model's accuracy on in-distribution (ID) and out-of-distribution (OOD) data is positively correlated across different hyperparameters and data…

Machine Learning · Computer Science 2024-06-28 Amartya Sanyal , Yaxi Hu , Yaodong Yu , Yian Ma , Yixin Wang , Bernhard Schölkopf

Investigating the main determinants of the mechanical performance of metals is not a simple task. Already known physical inspired qualitative relations between 2D microstructure characteristics and 3D mechanical properties can act as the…

Applications · Statistics 2020-02-05 Martina Vittorietti , Javier Hidalgo , Jilt Sietsma , Wei Li , Geurt Jongbloed

Stochastic variance reduced methods have gained a lot of interest recently for empirical risk minimization due to its appealing run time complexity. When the data size is large and disjointly stored on different machines, it becomes…

Machine Learning · Computer Science 2020-08-26 Shicong Cen , Huishuai Zhang , Yuejie Chi , Wei Chen , Tie-Yan Liu

Distribution regression seeks to estimate the conditional distribution of a multivariate response given a continuous covariate. This approach offers a more complete characterization of dependence than traditional regression methods.…

Statistics Theory · Mathematics 2025-06-10 Rong Tang , Yun Yang

Distribution shifts are ubiquitous in real-world machine learning applications, posing a challenge to the generalization of models trained on one data distribution to another. We focus on scenarios where data distributions vary across…

Machine Learning · Statistics 2024-06-05 Steven Wilkins-Reeves , Xu Chen , Qi Ma , Christine Agarwal , Aude Hofleitner

Linearized models of power systems are often desirable to formulate tractable control and optimization problems that still reflect real-world physics adequately under various operating conditions. In this paper, we propose an approach that…

Optimization and Control · Mathematics 2018-05-28 Marc Hohmann , Joseph Warrington , John Lygeros

Linear Mixed Effects (LME) models have been widely applied in clustered data analysis in many areas including marketing research, clinical trials, and biomedical studies. Inference can be conducted using maximum likelihood approach if…

Methodology · Statistics 2022-11-10 Hao Chen , Lanshan Han , Alvin Lim

Real-life data are often non-IID due to complex distributions and interactions, and the sensitivity to the distribution of samples can differ among learning models. Accordingly, a key question for any supervised or unsupervised model is…

Machine Learning · Computer Science 2023-10-03 Zhilin Zhao , Longbing Cao

Most machine learning methods assume that the input data distribution is the same in the training and testing phases. However, in practice, this stationarity is usually not met and the distribution of inputs differs, leading to unexpected…

Machine Learning · Computer Science 2023-04-19 Firas Bayram , Bestoun S. Ahmed